+681.9%
WMT vs RACE
+658.9%
+23.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | +1.6% | +5.1% | -3.5% | +0.9% |
| 30D | +16.1% | +7.7% | +8.4% | +14.8% |
| 3M | +12.3% | +2.2% | +10.1% | +11.8% |
| 6M | -3.1% | +23.8% | -26.8% | -6.6% |
| YTD | +13.4% | +13.9% | -0.5% | +10.4% |
| 1Y | +24.5% | +3.8% | +20.7% | +23.0% |
| 3Y | +135.7% | +28.0% | +107.7% | +121.4% |
| 5Y | +166.8% | +64.9% | +101.9% | +136.9% |
| 10Y | +543.5% | +780.4% | -236.9% | +371.3% |
| All | +681.9% | +658.9% | +23.0% | +465.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling